Probability and Its Applications (duplicate) – serie
Visar alla böcker i serien Probability and Its Applications (duplicate). Handla med fri frakt och snabb leverans.
31 produkter
Spectral Theory of Random Schrödinger Operators
Av R. Carmona, J. Lacroix
Inbunden, 1990
1643 kr
Lägg i varukorg
Since the seminal work of P. Anderson in 1958, localization in disordered systems has been the object of intense investigations. Mathematically speaking, the phenomenon can be described as follows: the self-adjoint operators which are used as Hamiltonians for these systems have a ten dency to have …
Modern Approach to Probability Theory
Av Bert E. Fristedt, Lawrence F. Gray
Inbunden, 1996
879 kr
Lägg i varukorg
Overview This book is intended as a textbook in probability for graduate students in math ematics and related areas such as statistics, economics, physics, and operations research. Probability theory is a 'difficult' but productive marriage of mathemat ical abstraction and everyday intuition, and …
Self-Avoiding Walk
Häftad, 1996
1098 kr
Lägg i varukorg
A self-avoiding walk is a path on a lattice that does not visit the same site more than once. In spite of this simple definition, many of the most basic questions about this model are difficult to resolve in a mathematically rigorous fashion. In particular, we do not know much about how far an n …
Intersections of Random Walks
Häftad, 1996
552 kr
Lägg i varukorg
A more accurate title for this book would be "Problems dealing with the non-intersection of paths of random walks. " These include: harmonic measure, which can be considered as a problem of nonintersection of a random walk with a fixed set; the probability that the paths of independent random walks …
Stochastic Partial Differential Equations
A Modeling, White Noise Functional Approach
Av Helge Holden, Bernt Oksendal m. fl.
Inbunden, 1996
1643 kr
Lägg i varukorg
This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den …
Laws of Chaos
Invariant Measures and Dynamical Systems in One Dimension
Av Abraham Boyarsky, Pawel Gora m. fl.
Inbunden, 1997
1098 kr
Lägg i varukorg
A hundred years ago it became known that deterministic systems can exhibit very complex behavior. By proving that ordinary differential equations can exhibit strange behavior, Poincare undermined the founda tions of Newtonian physics and opened a window to the modern theory of nonlinear dynamics …
Random Series and Stochastic Integrals: Single and Multiple
Single and Multiple
Av Stanislaw Kwapien, Wojbor Woyczynski
Häftad, 2000
1643 kr
Lägg i varukorg
This book studies the foundations of the theory of linear and nonlinear forms in single and multiple random variables including the single and multiple random series and stochastic integrals, both Gaussian and non-Gaussian. This subject is intimately connected with a number of classical problems of …
Point Process Theory and Applications
Marked Point and Piecewise Deterministic Processes
Inbunden, 2005
879 kr
Lägg i varukorg
The book aims at presenting a detailed and mathematically rigorous exposition of the theory and applications of a class of point processes and piecewise deterministic p- cesses. The framework is suf?ciently general to unify the treatment of several classes of stochastic phenomena: point processes, …
Laws of Chaos
Invariant Measures and Dynamical Systems in One Dimension
Av Abraham Boyarsky, Pawel Gora
Häftad, 2012
1098 kr
Lägg i varukorg
A hundred years ago it became known that deterministic systems can exhibit very complex behavior. By proving that ordinary differential equations can exhibit strange behavior, Poincare undermined the founda tions of Newtonian physics and opened a window to the modern theory of nonlinear dynamics …
Excessive Measures
Av R.K. Getoor
Häftad, 2011
552 kr
Lägg i varukorg
The study of the cone of excessive measures associated with a Markov process goes back to Hunt's fundamental mem- oir [H57]. However until quite recently it received much less attention than the cone of excessive functions. The fact that an excessive function can be composed with the underlying …
Introduction to Stochastic Integration
Av Kai L. Chung, Ruth J. Williams
Häftad, 2011
770 kr
Lägg i varukorg
This is a substantial expansion of the first edition. The last chapter on stochastic differential equations is entirely new, as is the longish section §9.4 on the Cameron-Martin-Girsanov formula. Illustrative examples in Chapter 10 include the warhorses attached to the names of L. S. Ornstein, …
Spectral Theory of Random Schrödinger Operators
Av R. Carmona, J. Lacroix
Häftad, 2011
1098 kr
Lägg i varukorg
Since the seminal work of P. Anderson in 1958, localization in disordered systems has been the object of intense investigations. Mathematically speaking, the phenomenon can be described as follows: the self-adjoint operators which are used as Hamiltonians for these systems have a ten dency to have …
Stochastic Partial Differential Equations
A Modeling, White Noise Functional Approach
Av Helge Holden, Bernt Oksendal m. fl.
Häftad, 2012
1643 kr
Lägg i varukorg
This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den …
Excursions of Markov Processes
Häftad, 2012
770 kr
Lägg i varukorg
Let {Xti t ~ O} be a Markov process in Rl, and break up the path X t into (random) component pieces consisting of the zero set ({ tlX = O}) and t the "excursions away from 0," that is pieces of path X. : T ::5 s ::5 t, with Xr- = X = 0, but X. 1= 0 for T < s < t. When one measures the time in t the …
Stochastic Calculus and Applications
Av Samuel N. Cohen, Robert J. Elliott
Inbunden, 2015
879 kr
Lägg i varukorg
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those …
Stochastic Calculus and Applications
Av Samuel N. Cohen, Robert J. Elliott
Häftad, 2015
629 kr
Lägg i varukorg
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those …
Discrete-Time Semi-Markov Random Evolutions and Their Applications
Av Nikolaos Limnios, Anatoliy Swishchuk
Inbunden, 2023
1306 kr
Lägg i varukorg
This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving processes. After giving the definitions of discrete-time semi-Markov chains and random evolutions, it presents the …
Discrete-Time Semi-Markov Random Evolutions and Their Applications
Av Nikolaos Limnios, Anatoliy Swishchuk
Häftad, 2024
1316 kr
Lägg i varukorg
This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving processes. After giving the definitions of discrete-time semi-Markov chains and random evolutions, it presents the …
Stochastic Neutron Transport
And Non-Local Branching Markov Processes
Av Emma Horton, Andreas E. Kyprianou
Inbunden, 2023
1418 kr
Lägg i varukorg
This monograph highlights the connection between the theory of neutron transport and the theory of non-local branching processes. By detailing this frequently overlooked relationship, the authors provide readers an entry point into several active areas, particularly applications related to general …
Stochastic Neutron Transport
And Non-Local Branching Markov Processes
Av Emma Horton, Andreas E. Kyprianou
Häftad, 2024
1425 kr
Lägg i varukorg
This monograph highlights the connection between the theory of neutron transport and the theory of non-local branching processes. By detailing this frequently overlooked relationship, the authors provide readers an entry point into several active areas, particularly applications related to general …
Associated Sequences, Demimartingales and Nonparametric Inference
Inbunden, 2011
551 kr
Lägg i varukorg
This book gives a comprehensive review of results for associated sequences and demimartingales developed so far, with special emphasis on demimartingales and related processes. Probabilistic properties of associated sequences, demimartingales and related processes are discussed in the first six …
Associated Sequences, Demimartingales and Nonparametric Inference
Häftad, 2014
551 kr
Lägg i varukorg
This book gives a comprehensive review of results for associated sequences and demimartingales developed so far, with special emphasis on demimartingales and related processes. Probabilistic properties of associated sequences, demimartingales and related processes are discussed in the first six …
Handbook of Brownian Motion - Facts and Formulae
Av Andrei N. Borodin, Paavo Salminen
Häftad, 2012
2733 kr
Lägg i varukorg
There are two parts in this book. The first part is devoted mainly to the proper ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distributions of functionals of Brownian motion and re lated processes. The primary aim of this book is to …
Stochastic Spectral Theory for Selfadjoint Feller Operators
A Functional Integration Approach
Av Michael Demuth, Jan A. van Casteren
Häftad, 2012
1098 kr
Lägg i varukorg
A beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and …
Schrödinger Diffusion Processes
Av Robert Aebi
Häftad, 2011
551 kr
Lägg i varukorg
In 1931 Erwin Schrödinger considered the following problem: A huge cloud of independent and identical particles with known dynamics is supposed to be observed at finite initial and final times. What is the "most probable" state of the cloud at intermediate times? The present book provides a general …
Renewal Theory for Perturbed Random Walks and Similar Processes
Inbunden, 2017
1098 kr
Lägg i varukorg
This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. Being of major importance in modern probability theory, both theoretical and applied, these objects have been used to model various phenomena in the natural sciences as well as in …
Stochastic Processes
Inbunden, 2017
1970 kr
Lägg i varukorg
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the …
Renewal Theory for Perturbed Random Walks and Similar Processes
Häftad, 2018
1098 kr
Lägg i varukorg
This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. Being of major importance in modern probability theory, both theoretical and applied, these objects have been used to model various phenomena in the natural sciences as well as in …
Stochastic Processes
Häftad, 2018
1970 kr
Lägg i varukorg
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the …
Stochastic Spectral Theory for Selfadjoint Feller Operators
A Functional Integration Approach
Av Michael Demuth, Jan A. van Casteren
Inbunden, 2000
1098 kr
Lägg i varukorg
A beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and …
